Ejercicios De CAPM

IPSA SANTANDER ITAU

Fecha PRECIO % Varianza FECHA PRECIO % Varianza FECHA PRECIO % Varianza

01-01-2012 3808,96 400.977,4185 01-01-2012 19175,44 64.201.438,2564 01-01-2012 380,96 3.990,7297

01-02-2012 3827,44 0,4852 377.914,8303 18553,96 -3,2410 74.546.992,0836 01-02-2012 382,44 0,3885 3.805,9303

01-03-2012 3763,12 -1,6805 461.133,0468 20057,51 8,1037 50.844.172,8601 01-03-2012 376,12 -1,6525 4.625,6624

01-04-2012 3865,45 2,7193 332.626,4643 21092,98 5,1625 37.149.512,6016 01-04-2012 386,45 2,7465 3.327,2388

01-05-2012 3886,86 0,5539 308.388,9408 20650,47 -2,0979 42.739.560,0025 01-05-2012 388,86 0,6236 3.055,0185

01-06-2012 4065,29 4,5906 142.051,9349 22363 8,2929 23.280.818,0004 01-06-2012 406,29 4,4823 1.432,0338

01-07-2012 4364,15 7,3515 6.089,8948 27356 22,3271 28.217,2804 01-07-2012 436,15 7,3494 63,7159

01-08-2012 4525,01 3,6859 6.859,5205 27397 0,1499 43.672,6404 01-08-2012 452,01 3,6364 62,0594

01-09-2012 4795,38 5,9750 124.744,7458 29097 6,2051 3.644.204,6404 01-09-2012 479,38 6,0552 1.242,4058

01-10-2012 4912,53 2,4430 221.221,8060 29556 1,5775 5.607.329,2804 01-10-2012 491,53 2,5345 2.246,5493

01-11-2012 4956,96 0,9044 264.990,4408 31881 7,8664 22.024.061,2804 01-11-2012 495,96 0,9013 2.686,1185

01-12-2012 4927,53 -0,5937 235.557,0727 33058 3,6919 34.456.665,2004 01-12-2012 492,53 -0,6916 2.342,3449

01-01-2013 4673,07 -5,1640 53.306,6005 32354 -2,1296 26.687.349,3604 01-01-2013 467,07 -5,1692 526,1416

01-02-2013 4444,57 -4,8897 5,6750 30313 -6,3083 9.765.500,0004 01-02-2013 444,57 -4,8173 0,1916

01-03-2013 4624,47 4,0476 33.226,8085 29901 -1,3592 7.360.260,4804 01-03-2013 462,47 4,0264 336,2741

01-04-2013 4822,5 4,2822 144.637,3864 31201 4,3477 16.104.008,4804 01-04-2013 482,5 4,3311 1.472,0864

01-05-2013 4847,87 0,5261 164.578,0654 32974 5,6825 33.477.564,5604 01-05-2013 484,87 0,4912 1.659,5665

01-06-2013 4848,22 0,0072 164.862,1655 32403 -1,7317 27.196.016,4004 01-06-2013 484,22 -0,1341 1.607,0299

Total 79959,38 Total 489384,36 Total 7994,38

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